Capital adequacy

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The Basel Framework in 100 Jurisdictions: Implementation Status and Proportionality Practices

FSI report sets out how authorities are implementing international standards in a proportionate manner

Financial Stability Institute report sets out current state of implementation of key Basel standards and outlines associated proportionality practices in 100 jurisdictions that are not members of the Basel Committee on Banking Supervision (BCBS). Report includes a range of proportionality practices applied in non-BCBS jurisdictions.

Publisher: Global Standard-Setting Bodies Release date: Oct 2018

Type: Consultative, discussion and issues paper

Topics: Risk-based supervision, Transparency and disclosure, Capital adequacy, Liquidity risk and rules, Market risk, Operational risk

Sectors: Banking

Rules on Loss-Absorbing Capacity Requirements for Banks

HKMA rules on bank loss-absorbing capital requirements to support orderly failure resolution

Hong Kong Monetary Authority rules impose requirement on banks to maintain a minimum level of loss-absorbing capacity (LAC) to facilitate orderly failure resolution. Sets out the relationship between regulatory capital and LAC, external and internal (within group) LAC requirements, LAC eligibility criteria, restrictions on the sale and distribution of LAC debt instruments, a minimum debt requirement, and reporting and disclosure requirements.

Publisher: National Regulators Release date: Oct 2018 Country: Hong Kong, China

Type: Law, Regulation and Policy

Topics: Capital adequacy, Recovery and resolution, Systemically important financial institutions (SIFIs)

Sectors: Banking

Notice on Risk Based Capital Adequacy Requirements for Banks in Singapore

MAS notice establishes minimum capital adequacy ratios for banks and the methodology to calculate the ratios

Monetary Authority of Singapore notice establishes minimum capital adequacy ratios for banks and the methodology they must use to calculate these ratios (Pillar 1). Provides a range of approaches for calculating regulatory capital based on the complexity and sophistication of a bank's businesses and operations. Requires banks to consider whether they have adequate capital to cover exposure to all risks and sets out MAS expectations for bank's internal capital adequacy assessment process (Pillar 2). Specifies minimum disclosure requirements in relation to capital adequacy.

Publisher: National Regulators Release date: Oct 2018 Country: Singapore

Type: Law, Regulation and Policy

Parent: Basel III Leverage Ratio Framework and Disclosure Requirements, Revisions to the Basel III Leverage Ratio Framework

Peer: Risk Based Capital Adequacy Requirements

Topics: Capital adequacy, Credit risk, Market risk, Operational risk, Securitization, Transparency and disclosure

Sectors: Banking

The Prudential Regulation Authority's Approach to Banking Supervision

PRA description of how it carries out its prudential regulatory role for deposit-takers and investment firms

UK Prudential Regulation Authority policy document meets PRA's statutory requirement to issue guidance on how it intends to advance its objectives. Communicates PRA's expectation to regulated firms and what they can expect from PRA in the course of supervision. Document: i) describes PRA's general statutory objective and its approach to advancing it; ii) outlines how it determines focus of its supervision in identifying key risks to its objective; iii) examines measures that it expects firms to have in place to ensure their businesses are run in a safe and sound manner; iv) sets out more detail on PRA's supervisory approach; and v) outlines PRA's approach to setting and communicating expectations of firms.

Publisher: National Regulators Release date: Oct 2018 Country: United Kingdom

Type: Law, Regulation and Policy

Peer: UK Internal Capital Adequacy Assessment Process (ICAAP) and the Supervisory Review and Evaluation Process (SREP)

Topics: Supervisory framework, Risk-based supervision, Corporate governance, Capital adequacy, Liquidity risk and rules, Transparency and disclosure

Sectors: Banking, Securities

The Prudential Regulation Authority's Approach to Insurance Supervision

PRA description of how it carries out its prudential regulatory role for insurers

UK Prudential Regulation Authority policy document meets PRA's statutory requirement to issue guidance on how it intends to advance its objectives. Communicates PRA's expectation to regulated insurers and what they can expect from PRA in the course of supervision. Document: i) describes PRA's statutory objectives and its approach to advancing them; ii) outlines how it determines focus of its supervision in identifying key risks to its primary objectives; iii) examines measures that it expects insurers to have in place to ensure their businesses are run in a safe and sound manner; iv) details PRA's supervisory approach; and v) outlines PRA's approach to setting and communicating expectations of insurers.

Publisher: National Regulators Release date: Oct 2018 Country: United Kingdom

Type: Law, Regulation and Policy

Peer: Financial Management and Planning by Insurers

Topics: Supervisory framework, Risk-based supervision, Corporate governance, Capital adequacy, Transparency and disclosure

Sectors: Insurance

Risk-based Global Insurance Capital Standard Version 2.0

IAIS consultation on issues related to ICS 2.0

International Association for Insurance Supervisors consultation on issues related to the Insurance Capital Standards (ICS) Version 2.0 monitoring period and technical aspects of the design and calibration of ICS Version 2.0. Discusses: i) expectations for IAIS and supervisors during the five-year monitoring period of the reference ICS and additional supplementary reporting; ii) reference component; iii) additional reporting and other methods of calculation of the ICS capital requirement, including internal models; and iv) incremental costs and benefits of the ICS for internationally active insurance groups (IAIGs).

Release date: Jul 2018

Type: Consultative, discussion and issues paper

Peer: Risk-Based Global Insurance Capital Standard, Implementation of Insurance Capital Standard Version 2.0, Insurance Capital Standard Version 1.0 for Extended Field Testing

Topics: Risk-based supervision, Capital adequacy, Systemically important financial institutions (SIFIs)

Sectors: Insurance

Deadline for comments: Oct 2018

Revised Procedures and Methodologies for the Supervisory Review and Evaluation Process and Supervisory Stress Testing

EBA update to its SREP guidelines

European Banking Authority update to its guidelines on common procedures and methodology for Supervisory Review and Evaluation Process (SREP), including by incorporating supervisory stress testing.

Publisher: Regional Standard-Setting Bodies Release date: Jul 2018

Type: Guideline

Parent: Guidelines on Common Procedures and Methodologies for the Supervisory Review and Evaluation Process (SREP)

Peer: Guidelines on ICT Risk Assessment Under SREP, Guidelines on Assessment of ICAAP and ILAAP under SREP, Guidelines on Institutions' Stress Testing

Topics: Stress-testing, Capital adequacy, Liquidity risk and rules, Corporate governance, Risk management

Sectors: Banking

Guidelines on the Management of Interest Rate Risk Arising from Non-Trading Book Activities

EBA guidelines on management of interest rate risk in the banking book in order to implement new BCBS standards

European Banking Authority updated guidelines set out supervisory expectations regarding management of interest rate risk arising from non-trading banking book activities (IRRBB). Intended to implement Basel Committee on Banking Supervision (BCBS) standards. Guidelines are structured into six sections: i) definitions; ii) general provisions; iii) internal capital; iv) governance; v) measurement; and vi) supervisory outlier test.

Publisher: Regional Standard-Setting Bodies Release date: Jul 2018

Type: Guideline

Parent: Interest Rate Risk in the Banking Book

Topics: Interest rate risk, Capital adequacy, Transparency and disclosure, Corporate governance

Sectors: Banking

Guidelines on Institutions' Stress Testing

EBA guidelines for institutions when designing and conducting stress testing programs

European Banking Authority guidelines provides a description of types of stress test exercises and reverse stress testing processes for both regular stress testing and recovery planning purposes. Addresses other matters that can be relevant to stress testing programs, including conduct risks and litigation costs, foreign exchange lending risk, interaction between solvency stress tests and liquidity stress tests, business models and data aggregation.

Publisher: Regional Standard-Setting Bodies Release date: Jul 2018

Type: Guideline

Parent: Guidelines on Stress Testing

Peer: Revised Procedures and Methodologies for the Supervisory Review and Evaluation Process and Supervisory Stress Testing

Topics: Stress-testing, Recovery and resolution, Capital adequacy, Liquidity risk and rules

Sectors: Banking

Prudential Standard on Public Disclosure by Banks

APRA standard sets out disclosure standards for banks

Australian Prudential Regulation Authority standard sets out requirements for public disclosure by locally incorporated banks. Key reporting requirements: i) composition of regulatory capital in a standard form; ii) reconciliation between composition of regulatory capital and audited financial statements; iii) full terms and conditions of its regulatory capital instruments and the main features of these instruments in a standard form; iv) quantitative and qualitative information about its capital adequacy, credit and other risks; v) quantitative and qualitative information on its liquidity coverage ratio and net stable funding ratio; vi) quantitative and qualitative information about its leverage ratio; vii) quantitative and qualitative information on its approach to remuneration; and viii) quantitative information on the global systemically important banks indicators.

Publisher: National Regulators Release date: Jul 2018 Country: Australia

Type: Standard

Topics: Capital adequacy, Liquidity risk and rules, Transparency and disclosure

Sectors: Banking

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Resources

382 records

The Basel Framework in 100 Jurisdictions: Implementation Status and Proportionality Practices

Rules on Loss-Absorbing Capacity Requirements for Banks

Notice on Risk Based Capital Adequacy Requirements for Banks in Singapore

The Prudential Regulation Authority's Approach to Banking Supervision

The Prudential Regulation Authority's Approach to Insurance Supervision

Risk-based Global Insurance Capital Standard Version 2.0

Revised Procedures and Methodologies for the Supervisory Review and Evaluation Process and Supervisory Stress Testing

Guidelines on the Management of Interest Rate Risk Arising from Non-Trading Book Activities

Guidelines on Institutions' Stress Testing

Prudential Standard on Public Disclosure by Banks

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